What does the bet against beta strategy mean in a multi-factorworld?
Year of publication: |
2019
|
---|---|
Authors: | Ayash, Brian ; Bednarek, Ziemowit ; Patel, Pratish |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 17.2019, 4, p. 89-98
|
Subject: | Betting against beta | smart ETF | margin constraints | anomalies | Portfolio-Management | Portfolio selection | CAPM | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Risikopräferenz | Risk attitude | Rentenmarkt | Bond market | Indexderivat | Index derivative |
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